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<FONT face="Trebuchet MS" color=#0000ff
size=2>Very interesting but my buy limit is 0.4 and sell is 0.25 which
means I would buy around July 2003. Which put's me even later to buy. Certainly
in this case the other interpretations win hands down although they would sell
earlier as they would hit the upper cord in April '03 and I would have sold in
November hitting the bottom cord.
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<FONT face="Trebuchet MS" color=#0000ff
size=2>Along with the change in calculation Alan has reduced his limit for
getting in and out of shares. I assume that this is due to changing market
conditions. I wonder whether an adaptive version should be created that could
vary the limit based on conditions. I had tried optimising the values and 0.4
and 0.25 did end up pretty close to optimal (as did the cord ATR widths) which
leads me to guess that Alan is an avid backtester and tested on the asx200 which
is what I did most of my testing on.
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<FONT face="Trebuchet MS" color=#0000ff
size=2>Michael
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